[R] estimate factor model?

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From: Fredrik Berchtold (fberchtold@mail.bip.net)
Date: Wed 09 May 2001 - 00:11:41 EST


Message-ID: <LPBBKAOHICHGIHDHGMBAGENMCFAA.fberchtold@mail.bip.net>

Is it possible to estimate
dr = m(r) dt + s(r) dz
or
dr = a(b-r) dt + s dz
(Vasicek's term structure model)
with R?
How?
Thanks!
/fb

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